Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[96]) |
84 | 2782998 | - | - | - | - | - | - | - |
85 | 2628939 | - | - | - | - | - | - | - |
86 | 2454307 | - | - | - | - | - | - | - |
87 | 2844926 | - | - | - | - | - | - | - |
88 | 2548952 | - | - | - | - | - | - | - |
89 | 2429593 | - | - | - | - | - | - | - |
90 | 3052758 | - | - | - | - | - | - | - |
91 | 2610175 | - | - | - | - | - | - | - |
92 | 2618184 | - | - | - | - | - | - | - |
93 | 2363387 | - | - | - | - | - | - | - |
94 | 3699616 | - | - | - | - | - | - | - |
95 | 2563593 | - | - | - | - | - | - | - |
96 | 2215478 | - | - | - | - | - | - | - |
97 | 2639036 | 2425756.554 | 1741569.7886 | 3109943.3194 | 0.2706 | 0.7265 | 0.2803 | 0.7265 |
98 | 2859271 | 2251124.554 | 1536026.7778 | 2966222.3302 | 0.0478 | 0.1438 | 0.2888 | 0.5389 |
99 | 2554225 | 2641743.554 | 1897016.6718 | 3386470.4362 | 0.4089 | 0.2835 | 0.2964 | 0.869 |
100 | 2809697 | 2345769.554 | 1572548.0925 | 3118991.0155 | 0.1198 | 0.2986 | 0.3033 | 0.6294 |
101 | 2481829 | 2226410.554 | 1425707.9075 | 3027113.2005 | 0.2659 | 0.0767 | 0.3095 | 0.5107 |
102 | 2812053 | 2849575.554 | 2022304.1187 | 3676846.9893 | 0.4646 | 0.8082 | 0.3151 | 0.9335 |
103 | 2519658 | 2406992.554 | 1553979.4667 | 3260005.6413 | 0.3979 | 0.176 | 0.3203 | 0.67 |
104 | 2305688 | 2415001.554 | 1537001.1971 | 3293001.9109 | 0.4036 | 0.4076 | 0.3251 | 0.672 |
105 | 2640975 | 2160204.554 | 1257908.6346 | 3062500.4734 | 0.1482 | 0.376 | 0.3295 | 0.4522 |
106 | 2535552 | 3496433.554 | 2570479.3296 | 4422387.7784 | 0.021 | 0.9649 | 0.3336 | 0.9967 |
107 | 2285721 | 2360410.554 | 1411387.6221 | 3309433.4859 | 0.4387 | 0.3588 | 0.3374 | 0.6177 |
108 | 2811647 | 2012295.554 | 1040751.5124 | 2983839.5956 | 0.0534 | 0.2906 | 0.3409 | 0.3409 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.1439 | 0.0879 | 0 | 45488122084.7488 | 0 | 0 |
98 | 0.1621 | 0.2702 | 0.179 | 369842099778.673 | 207665110931.711 | 455702.8757 |
99 | 0.1438 | -0.0331 | 0.1304 | 7659497294.7917 | 140996573052.738 | 375495.1039 |
100 | 0.1682 | 0.1978 | 0.1472 | 215228675149.216 | 159554598576.857 | 399442.8602 |
101 | 0.1835 | 0.1147 | 0.1407 | 65238582555.4768 | 140691395372.581 | 375088.5167 |
102 | 0.1481 | -0.0132 | 0.1195 | 1407942058.9148 | 117477486486.970 | 342749.8891 |
103 | 0.1808 | 0.0468 | 0.1091 | 12693502721.6827 | 102508345949.072 | 320169.2458 |
104 | 0.1855 | -0.0453 | 0.1011 | 11949453088.7864 | 91188484341.5363 | 301974.3107 |
105 | 0.2131 | 0.2226 | 0.1146 | 231140221744.068 | 106738677386.262 | 326708.8572 |
106 | 0.1351 | -0.2748 | 0.1306 | 923293360823.393 | 188394145729.975 | 434043.9445 |
107 | 0.2051 | -0.0316 | 0.1216 | 5578529477.1805 | 171774544252.448 | 414456.9269 |
108 | 0.2463 | 0.3972 | 0.1446 | 638962734217.351 | 210706893416.19 | 459028.2055 |